Is there a way to save a light set that you make in Vue or do you have to save it as a Scene?

I Think you can group them and save as an object? 

Yes, even a single light can be saved as a vob.

Oh That's cool "Thanks" guys:)

Quote - Yes, even a single light can be saved as a vob.

Are you KIDDING??? OH my GOODness! All this time, I never knew that!

I have heaps and heaps of scenes in my computer (not good enough to post, to be honest ) -- and it's too embarrassing to say what I've been doing all along to be able to duplicate a light's settings in another scene.

Thank you, rutra! I feel so retarded! :P

You're welcome. :-)
Anyway, I just took a quick look at your gallery and you do have some really nice pictures there! I particularly liked "inspiration", that's lovely and very well done too. Other images show a very good control of Vue lighting. I wonder what other wonders you have hidden in your hard disk and you think are not good enough to post...

You CANNOT save "directional" or sunlights though, because they are linked to the camera ;)

oh, great tip for saving lights:
I love Fantasy space scenes, so, I make lights with specific lens flares, to act as star objects.

Now, while you cannot make lights into echo systems, you CAN scatter/replicate them...thus, instant interesting stars!

it's how I did this pic:
http://www.renderosity.com/mod/gallery/index.php?image_id=1755936

sneaky, ain't i? :D

Quote - "You CANNOT save "directional" or sunlights though, because they are linked to the camera"

First of all, directional or sun can be, or not, connected to the camera. That's optional.
Second, regardlessly of whether they're connected to the camera or not, they can indeed be saved as vob too, just like any other light.

Attached Link: http://www.aelfheim.co.uk/Vue/Demos/Eco-lights.htm

Although indeed lights can not be natively used as ecosystem instances, there is a script that does a workaround on that, on the link above.

But, a warning, both for lights on ecosystems or scattered: that increases render times a lot. For every light you add to a scene, you increase render time a bit. If you have hundreds of lights... that can be a render killer. Unless, you configure these lights to influence nothing on the scene, which I strongly recommend.